.png){kind=icon}
.png){kind=icon}
Return
A new large-update interior point algorithm for P*(κ) LCPs based on kernel functions
.png){kind=icon}
PRE
AI
DOI：10.1016/j.amc.2006.04.060.png)
.png){kind=icon}
Original request for help.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
In this paper we propose a new large-update primal-dual interior point algorithm for P,,(K) linear complementarity problems (LCPs). Recently, Peng et al. introduced self-regular barrier functions for primal-dual interior point methods (IPMs) for linear optimization (LO) problems and reduced the gap between the practical behavior of the algorithm and its theoretical worst case complexity. We introduce a new class of kernel functions which is not logarithmic barrier nor self-regular in the complexity analysis of interior point method (IPM) for P-*(kappa) linear complementarity problem (LCP). New search directions and proximity measures are proposed based on the kernel function. We showed that if a strictly feasible starting point is available, then the new large-update primal-dual interior point algorithms for solving P.(K) LCPs have the polynomial complexity O(q(3/2)(1+ 2 kappa) root n(log n)(q+1/q) log n/epsilon) which is better than the classical large-update primal-dual algorithm based on the classical logarithmic barrier function. (c) 2006 Elsevier Inc. All rights reserved.
Keywords:
large-update interior point method
kernel function
complexity
polynomial algorithm
linear complementarity problem
Journal
IF:
3.4
Papers:
2.3W
Citations:
3.3W
Organization
No organization information available